Exchange Rate Forecasting: Techniques and Applications

Exchange Rate Forecasting: Techniques and Applications

by I. Moosa

Paperback(1st ed. 2000)

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Product Details

ISBN-13: 9781349408719
Publisher: Palgrave Macmillan UK
Publication date: 12/14/1999
Series: Finance and Capital Markets Series
Edition description: 1st ed. 2000
Pages: 424
Product dimensions: 6.10(w) x 9.25(h) x 0.04(d)

About the Author

IMAD MOOSA is currently Professor in Economics and Finance at La Trobe University, Australia, prior to which he lectured at the University of Sheffield, UK. Before entering academia, he worked as a professional economist and investment banker for over ten years.

Table of Contents

Expectations and Forecasting: An Overview Exchange Rate Forecasting as an Input in the Decision-Making Process Univariate Time Series Techniques Multivariate Time Series Models Market-Based Forecasting: The Spot and Forward Exchange Rates Judgmental and Composite Forecasting Technical Analysis Trading Rules Recent Developments: Neural Networks and Chaos Measuring Forecasting Accuracy Selection, Implementation and Monitoring of Forecasts Case Studies Concluding Remarks References

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